EDIT 2015.07.15 I believe there is no such integer $x$. See below for the rest of the edit. END EDIT 2015.07.15
I had some initial thoughts which seemed promising. They do not lead to a proof, but (with notation below) may show that $m$ must be very large indeed for even $m_1$ and $m_2$ to be multiples of $m$. I suspect $m_3$ will never be a multiple of $m$ in such an unlikely situation.
I prefer to use $m$ for $x$: this is because $\sigma(m) = 0 \bmod m$ means $m$ is a multiply perfect number. To avoid trivialities I assume $m \gt 1$.
Note that $\sigma(m)/m$ is bounded above by the product over all primes $q$ dividing $m$ of $q/(q-1)$, which is $O(\log p)$ with $p$ the largest prime divisor of $m$, and strictly less than $p$ when $p \gt 3$. (Indeed, it is less than $\omega(m)$, the number of distinct prime divisors of $m$, when $\omega(m) \gt 4$.) While $\sigma(m)$ itself does not have to be multiperfect, I suspect there are finitely many numbers with $\sigma(\sigma(m))$ a multiple of $m$. In particular, let $g_0=m_0=m$, $m_{n+1}=\sigma(m_n)$, and $g_{n+1}=\gcd(g_n,m_{n+1})$. I suspect $g_3 \lt m$. I base this suspicion on the observation that the power of $2$ exactly dividing $m_n$ appears to change between $m_n, m_{n+1}$, and $m_{n+2}$.
Let me write $w$ for $\omega(m)$ and let us note that for a multiperfect $m$, $m_1$ will
differ from $m$ by having less than $O(\log(w))$ additional prime factors, some in common with the prime factors of $m$. So the prime factorization of $m_1$ looks very much like the prime factorization of $m$.
I would like to argue that the prime factorization of $m_2$ should be quite different from that of $m_1$, because any additional powers of $q$ for $q$ a small prime dividing $n$ will affect $\sigma(q^n)$ and thus remove some prime factors. However, it is possible that there are (insanely large) odd multiperfect numbers which would be factors of $m$ and not be affected by this. Indeed, this question may be equivalent to the question of the existence of large odd multiperfect numbers.
EDIT (Part II) 2015.07.15
Let us look at $S(m)= \sigma(m)/m$. Letting the following products run over the distinct
primes $q$ dividing $m$, we have $\prod (q+1)/q \leq S(m) \lt \prod q/(q-1)$. (And the lower bound is at least half the upper bound, so we have $S(m) \simeq \prod q/(q-1)$.) As observed above, $S(m) \lt \omega(m)$ when $4 < \omega(m)$ and $S(m) \lt 2\omega(m)$ the rest of the time. So $S(m)$ is pretty small compared to $m$ and often small compared to $\log p$ where $p$ is the greatest prime factor of $m$.
Let $r_n = m_{n+1}/m_n = S(m_n)$. The assumption in the problem implies $r_n \gt r_0$,
for if $m$ properly divides $k$ then $S(m) \lt S(k)$. Then $m_n \gt mr_0^n$ for all $n$, since $m_n$ is an increasing sequence. I believe we can't have both conditions hold indefinitely. However, I now switch ground on
my assertion above that $g_3 < m$ always happens: I think it can, I just don't think we will see an example with fewer than a 1000 decimal digits (which isn't insanely large).
Gerry Myerson's example from the comment is thought provoking: When $S(m)$ is coprime to $m$, we clearly have $m \mid m_2$ as well as $m \mid m_1$, and by multiplicativity of $S$ we also have $S(S(m)m)=S(S(m))S(m)$. What if $S(m)$ is not coprime to $m$?
We still have $S(S(m)m) \lt S(m)S(S(m))$.
This last is the crux. $S()$ grows slower than $\log()$, so we need to show this
contradicts the growth rate implied by all $m_n$ being multiples of $m$. It is this
that inspires my confidence above, and also has me reverse my stance on this being
equivalent to odd multiperfect numbers. I hope to finish this argument in a future
edit.
END EDIT(Part II) 2015.07.15
Gerhard "Doesn't Have A Good Closer" Paseman, 2015.07.14